Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples |
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| Affiliation: | 1. Institute of Advanced Technology, Nanjing University of Posts and Telecommunications, Nanjing 210023, PR China;2. key Laboratory of Intelligent Perception and Systems for High-Dimensional Information of Ministry of Education, Nanjing University of Science and Technology, Nanjing 210094, PR China;3. School of Automation, Nanjing University of Posts and Telecommunications, Nanjing 210023, PR China;4. School of Data and Computer Science, Sun Yat-Sen University, Guangzhou 510006, PR China;5. National Engineering Research Center of Communications and Networking, Nanjing University of Posts and Telecommunications, Nanjing 210023, PR China |
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| Abstract: | The limiting null distribution of Kent's (1982) statistic, to test whether a sample comes from the Fisher distribution is derived when κ, the concentration parameter, goes to ∞. A modification is suggested, the limiting null distribution of which is ξ22 when either κ or n, the sample size, goes to ∞. Tests of Fisherness based on the eigenvalues of the sample cross product matrix are also considered. Numerical examples are presented. |
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